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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~person:"Guidolin, Massimo"
~person:"Kane, Alex"
~type:"article"
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Anlageverhalten
Portfolio-Management
Theorie
36
Theory
36
Portfolio selection
15
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Kapitaleinkommen
9
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7
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6
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Guidolin, Massimo
Kane, Alex
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Wong, Wing Keung
26
Li, Duan
25
Satchell, Stephen
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
He, Xue-zhong
21
Račev, Svetlozar T.
21
Gollier, Christian
20
Levy, Haim
20
Maurer, Raimond
20
Schenk-Hoppé, Klaus Reiner
19
Hens, Thorsten
18
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chen, Zhiping
16
Post, Thierry
16
Sass, Jörn
16
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Chiarella, Carl
14
Cui, Xiangyu
14
Dai, Min
14
Kraft, Holger
14
Vanduffel, Steven
14
Yang, Chunpeng
14
Zhou, Guofu
14
Guerard, John Baynard
13
Kim, Woo Chang
13
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Applied financial economics
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial intermediation
1
Progress in financial markets research
1
Quantitative finance
1
Review / Federal Reserve Bank of St. Louis
1
Review of international economics
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
1
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ECONIS (ZBW)
16
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1
Performance persistence and optimal asset allocation strategies
Desai, Prajakta
;
Guidolin, Massimo
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1571-1598
Persistent link: https://www.econbiz.de/10013532250
Saved in:
2
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
Saved in:
3
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Saved in:
4
Linear and nonlinear predictability in investment style factors : multivariate evidence
Chincoli, Francesco
;
Guidolin, Massimo
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 476-509
Persistent link: https://www.econbiz.de/10011844398
Saved in:
5
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Bianchi, Daniele
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 160-176
Persistent link: https://www.econbiz.de/10010361755
Saved in:
6
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 695-716
Persistent link: https://www.econbiz.de/10009540509
Saved in:
7
Active portfolio management : the power of the Treynor-Black model
Kane, Alex
;
Kim, Tae-hwan
;
White, Halbert
- In:
Progress in financial markets research
,
(pp. 311-332)
.
2012
Persistent link: https://www.econbiz.de/10009678540
Saved in:
8
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
Saved in:
9
What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
;
Hyde, Stuart
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 463-488
Persistent link: https://www.econbiz.de/10003828825
Saved in:
10
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
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